Hi,
Regulators can be generally of two types: switching or linear(one you got on photos LM 7805).
Pololu I belive has switching regulator(depends probably which pololu) and can reduce a lot of voltage but is noisy, i prefer switching regulator anyway since FC has linear one and caps. Linear regulators are less noisy but produce tons of heat the higher thr voltage and have couple of other drawbacks.
You must always check if you solder them correctly, always check output voltage, it may happen that if you do not solder them correctly they output your battery voltage.
About putting caps on escs you do this only on big escs and escpecially when you enabled active barking. I dont remember exactly but there should be recommendations in ESC manual. Personally i never did it, because all electronics i power, everything goes from switching regulator with filters, not directly from pdb/battery/esc circuit. Some cameras can be powered directly from same voltage as esc, i guess that would be a problem. If you want you can put an LC filter after regulator or buy PDB which has regulator and fitlering caps. I dont think this is gonna be an issue and indeed caps on each esc add weight.
What is important is that you should not exceed voltage your circuit requires. If its 5V keep it 5V. What you have to pay attention to is amperage. If your regulator gives 500mA and your electronics onboard takes only 300mA you are good. If your electronics tskes 500mA then your reg is gonna work hard, and if your circuit needs 700mA then your reg might burn out. Best is to have reg that can deliver more amps, of course that usually means bigger reg, but there are tiny pololu that can do 1A 5V. My whole on board flight gear on 280mm build uses ~600mA with very powerful video tx. I dont know how much your gear draws.
Check for matek brand pdb or some pdb on banggood some come in 30.5 hole spacing (stadnard fc 36x36mm) size and could fit neatly under fc such as cc3d or revo. If your frame kit has holes for soldering pololu, use that. My Wasp II from birdseye.nu had place for pololu. Sorry for long and verbose post
Just check with multi meter whatever you do, and always check polarity.
Good luck.